Background: Few studies have investigated whether road traffic noise is associated with gestational diabetes mellitus (GDM), and have yielded inconsistent findings. We aimed to investigate whether maternal exposure to residential transportation noise, before and during pregnancy, was associated with GDM in a nationwide cohort. Methods: From the Danish population (2004–2017) we identified 629,254 pregnancies using the Danish Medical Birth Register. By linkage with the National Patient Registry, we identified 15,973 pregnancies complicated by GDM. Road traffic and railway noise (L_den) at the most and least exposed façades for all residential addresses from five years before pregnancy until birth were estimated for all. Analyses were conducted using generalized estimating equation models with adjustment for various individual and area-level sociodemographic covariates gathered from Danish registries, as well as green space and air pollution (PM_2.5) estimated for all addresses. Results: We found no positive associations between road traffic noise at either façade and GDM. For railway noise, a 10 dB increase in railway noise at the most and least exposed façades during the first trimester was associated with GDM, with an odds ratio (OR) of 1.06 (95% confidence interval (CI): 1.03–1.10) and 1.07 (95% CI: 1.02–1.13), respectively. We found indications of higher odds of GDM among women exposed to both high road traffic and railway noise at the least exposed facade during the first trimester (OR: 1.24; 95% CI: 1.07–1.44). Conclusion: In conclusion, this nationwide study suggests that railway noise but not road traffic noise might be associated with GDM.